Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
Differences in area pricing in the Nordic electricity markets creates price risk for large electricity consuming industries. The thesis will present a method to determine the optimal amount of electricity price area differentials (EPAD) futures to purchase for hedging area price risk in the Finnish...
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| Muut tekijät: | , , , , , |
| Aineistotyyppi: | Pro gradu |
| Kieli: | eng |
| Julkaistu: |
2021
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| Aiheet: | |
| Linkit: | https://jyx.jyu.fi/handle/123456789/74995 |